Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis
In this article, we investigate the market efficiency of global stock markets using the multifractal detrended fluctuation analysis methodology and analyze the results by dividing them into developed, emerging, and frontier groups. The static analysis results reveal that financially advanced countri...
| Những tác giả chính: | , |
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| Định dạng: | Bài viết |
| Ngôn ngữ: | English |
| Được phát hành: |
MDPI AG
2023-06-01
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| Loạt: | Fractal and Fractional |
| Những chủ đề: | |
| Truy cập trực tuyến: | https://www.mdpi.com/2504-3110/7/6/478 |